On the Linear Fractional Self - Attracting Diffusion 3
نویسنده
چکیده
In this paper, we introduce the linear fractional self-attracting diffusion driven by a fractional Brownian motion with Hurst index 1/2 < H < 1, which is analogous to the linear self-attracting diffusion. For 1-dimensional process we study its convergence and the corresponding weighted local time. For 2-dimensional process, as a related problem, we show that the renormalized selfintersection local time exists in L if 1 2 < H < 3 4 .
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